Protesters clogged Chicago's downtown shopping district and tried to block store entrances on a soggy Black Friday, calling for police officials to step down as city leaders pleaded for calm.

"What do we want? Justice. When do we want it? Now!" chanted a wave of marchers, which included the Rev. Jesse Jackson.

The demonstration kicked off around 11 a.m. CT (noon ET), as the crowd carried umbrellas and plastic-wrapped signs along the upscale Magnificent Mile, which on a typical post-Thanksgiving Friday would be mobbed with shoppers.

Some of the hundreds of demonstrators tried to block entrances of stores, while police formed human barriers in front of other locations, according to NBC Chicago.

"Find the door! Shut it down!" some protesters said.

The disruption was in response to the release this week of dashcam footage of 17-year-old Laquan McDonald as he was shot by police 16 times in October 2014. Chicago police Officer Jason Van Dyke, 37, turned himself in Tuesday and was ordered held without bond on a charge of first-degree murder.

Demonstrators confront police during a protest over the death of Laquan McDonald on November 25, 2015 in Chicago, Illinois.

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At some stores along Michigan Avenue, employees were directing shoppers to exit from side doors. When one person tried to get through the front door of Saks Fifth Avenue, protesters screamed at him, shouting, "Shut it down! Shut it down."

Entrances were also blocked at the Disney Store, the Apple Store, Nike, Tiffany & Co., and Neiman Marcus.

Chicago resident Frank Chapman told The Associated Press that the video of 17-year-old McDonald's shooting confirms what activists have said for years about Chicago police brutality.

He says his organization, the Chicago Alliance Against Racism and Political Oppression, is pushing for an elected, civilian police accountability council.

Pastor Corey Brooks, of the New Beginnings Church of Chicago, told MSNBC that the marchers were peaceful and there was no rioting and looting taking place.

"The main thing is we would love to have an independent prosecutor — independent of our state's attorney — to find out how (charges) took 400 days to come to fruition," Brooks said.

The Rev. Jackson, one of the organizers of the event, asked protesters to recognize a broader significance in the day's demand for justice.

"It's not enough to focus on what brought us here today, the execution of this young man (McDonald)," Jackson said, according to NBC Chicago. "That takes the scab off a deeper sore, a deeper cancer. So we want mass demonstrations, mass voter registration."

At an earlier news conference unrelated to Friday's demonstration, Chicago Police Superintendent Gary McCarthy said his officers showed professionalism during another protest Tuesday night. Activists and church leaders have demanded McCarthy resign over the perceived delay in charging Van Dyke in McDonald's death.

"People (were) screaming at their faces … in some cases, throwing objects, clearly assaulting a police officer," McCarthy said, adding that while officers won't actively shut down the latest protest, "we're not going to allow criminal behavior. We're not going to let windows get broken. We're not going to let places get looted."